The Bias and Moment Matrix of a Mixed Regression Estimator
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Publication:5514969
DOI10.2307/1913742zbMATH Open0139.36601OpenAlexW2316192566MaRDI QIDQ5514969FDOQ5514969
Authors: Anirudh L. Nagar, N. C. Kakwani 
Publication date: 1964
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913742
Cited In (9)
- A modified generalized mixed regression estimator when disturbances are nonnormal
- Robustness of theil's mixed regression estimators
- General instrumental variables estimation under stochastic linear restrictions
- Stochastic restricted LASSO-type estimator in the linear regression model
- A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
- Properties of the mixed regression estimator when disturbances are not necessarily normal
- THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
- A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
- Generalized preliminary test stochastic restricted estimator in the linear regression model
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